Wordpress Blog Files

I just started a wordpress blog site as a newbie. After publishing some of my posts, I went into file manager and tried to locate the blog files so I can link to them from an external application. I cannot find them in the folder even though the permalink address in Edit Post shows clearly the location of the files. I used %postname% as my permalink setting. Can somebody help me solve this? I have looked through every folder on the server and can't find them. They do show up when I view the post, however. Enough to drive me crazy. Help, anyone?